Gray Calhoun's academic homepage
I'm Gray Calhoun, an Assistant Professor in the Economics Department
at Iowa State. I work on Econometric theory, especially time series
and applications to forecasting and forecast evaluation. I graduated
with a PhD from UC San Diego in 2009, where I worked with Graham
Elliott and Allan Timmermann.
This page has research and teaching links. Everything else is at my
blog, http://pseudotrue.com, or at the Econometrics Free Library
Project (a free textbook development project that you should
- Email: gcalhoun at iastate dot edu (university) and gray at clhn
dot co [sic] (all other email and IM)
- Office: 467 Heady Hall, (515) 294-6271.
Office hours are 12-12:45 on Mondays and Wednesdays for spring, 2014.
- Links: Curriculum vitae,
and my blog.
- Improved stepdown methods for asymptotic control of generalized
- An asymptotically normal out-of-sample test of equal predictive
accuracy for nested models
- Block bootstrap consistency under weak
- Out-of-sample comparisons of overfit
with repo and
Other short documents
- Hypothesis testing in linear regression when k/n is large. Journal
of Econometrics, 165(2), 2011: 163–174.
R package, and